Stock market bubbles in the laboratory

DOI10.1080/13504869400000008zbMath1466.91316OpenAlexW2211732484WikidataQ56116105 ScholiaQ56116105MaRDI QIDQ4994392

Vernon L. Smith, David P. Porter

Publication date: 18 June 2021

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504869400000008

zbMATH Keywords

dynamical systemsrational expectationsexperimental economicsfinancial bubblesfutures contractinginsidertrading

Mathematics Subject Classification ID

Financial markets (91G15) Experimental work for problems pertaining to game theory, economics, and finance (91-05)

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Establishing cryptocurrency equilibria through game theory ⋮ A dynamical systems approach to cryptocurrency stability ⋮ Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation ⋮ On stablecoin price processes and arbitrage ⋮ Asset flow model for a homogeneous group of investors: high-frequency trading limit ⋮ On booms that never bust: ambiguity in experimental asset markets with bubbles ⋮ Stochastic asset flow equations: interdependence of trend and volatility ⋮ Market oscillations induced by the competition between value-based and trend-based investment strategies ⋮ Statistical inference and modelling of momentum in stock prices ⋮ A dynamical systems model of price bubbles and cycles

Cites Work

• A kinetic thermodynamics approach to the psychology of fluctuations in financial markets
• Numerical studies of differential equations related to theoretical financial markets
• On the Possibility of Speculation under Rational Expectations

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